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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x10";C_01.00;010;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"OWN FUNDS";"Amount";;;;;;;;;;;"010";"OWN FUNDS";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x2";C_01.00;020;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"COMMON EQUITY TIER 1 CAPITAL";"Amount";;;;;;;;;;;"010#015#020";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x322,OFS=eba_OF:x2";C_01.00;060;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Share premium";"Amount";;;;;;;;;;;"010#015#020#030#060";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#Share premium";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x367,OFS=eba_OF:x2";C_01.00;070;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Own CET1 instruments";"Amount";;;;;;;;;;;"010#015#020#030#070";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#(-) Own CET1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x365,OFS=eba_OF:x2";C_01.00;080;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Direct holdings of CET1 instruments";"Amount";;;;;;;;;;;"010#015#020#030#070#080";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#(-) Own CET1 instruments#(-) Direct holdings of CET1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x188,OFS=eba_OF:x2";C_01.00;090;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Indirect holdings of CET1 instruments";"Amount";;;;;;;;;;;"010#015#020#030#070#090";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Capital instruments eligible as CET1 Capital#(-) Own CET1 instruments#(-) Indirect holdings of CET1 instruments";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x276,OFS=eba_OF:x2";C_01.00;150;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Profit or loss eligible";"Amount";;;;;;;;;;;"010#015#020#130#150";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Retained earnings#Profit or loss eligible";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x276,OFS=eba_OF:x4";C_01.00;170;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Part of interim or year-end profit not eligible";"Amount";;;;;;;;;;;"010#015#020#130#150#170";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Retained earnings#Profit or loss eligible#(-) Part of interim or year-end profit not eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x9,OFS=eba_OF:x2";C_01.00;180;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Accumulated other comprehensive income";"Amount";;;;;;;;;;;"010#015#020#180";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Accumulated other comprehensive income";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x269,OFS=eba_OF:x2";C_01.00;200;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Other reserves";"Amount";;;;;;;;;;;"010#015#020#200";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Other reserves";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x179,OFS=eba_OF:x2";C_01.00;210;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Funds for general banking risk";"Amount";;;;;;;;;;;"010#015#020#210";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Funds for general banking risk";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x2";C_01.00;220;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Transitional adjustments due to grandfathered CET1 Capital instruments";"Amount";;;;;;;;;;;"010#015#020#220";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Transitional adjustments due to grandfathered CET1 Capital instruments";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x2,OFS=eba_OF:x2";C_01.00;250;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Adjustments to CET1 due to prudential filters";"Amount";;;;;;;;;;;"010#015#020#250";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Adjustments to CET1 due to prudential filters";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x375,OFS=eba_OF:x2";C_01.00;260;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Increases in equity resulting from securitised assets";"Amount";;;;;;;;;;;"010#015#020#250#260";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Adjustments to CET1 due to prudential filters#(-) Increases in equity resulting from securitised assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x376,OFS=eba_OF:x2";C_01.00;270;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Cash flow hedge reserve";"Amount";;;;;;;;;;;"010#015#020#250#270";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Adjustments to CET1 due to prudential filters#Cash flow hedge reserve";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x80,OFS=eba_OF:x2";C_01.00;370;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities";"Amount";;;;;;;;;;;"010#015#020#370";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x217,OFS=eba_OF:x2";C_01.00;380;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) IRB shortfall of credit risk adjustments to expected losses";"Amount";;;;;;;;;;;"010#015#020#380";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) IRB shortfall of credit risk adjustments to expected losses";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x541,OFS=eba_OF:x2";C_01.00;390;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-)Defined benefit pension fund assets";"Amount";;;;;;;;;;;"010#015#020#390";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x540,OFS=eba_OF:x2";C_01.00;400;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-)Defined benefit pension fund assets";"Amount";;;;;;;;;;;"010#015#020#390#400";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets#(-)Defined benefit pension fund assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x82,OFS=eba_OF:x2";C_01.00;410;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Deferred tax liabilities associated to defined benefit pension fund assets";"Amount";;;;;;;;;;;"010#015#020#390#410";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets#Deferred tax liabilities associated to defined benefit pension fund assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x88,OFS=eba_OF:x2";C_01.00;420;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Defined benefit pension fund assets which the institution has an unrestricted ability to use";"Amount";;;;;;;;;;;"010#015#020#390#420";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-)Defined benefit pension fund assets#Defined benefit pension fund assets which the institution has an unrestricted ability to use";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,OFS=eba_OF:x2,RPR=eba_RP:x2";C_01.00;430;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Reciprocal cross holdings in CET1 Capital";"Amount";;;;;;;;;;;"010#015#020#430";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Reciprocal cross holdings in CET1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x148,OFS=eba_OF:x2";C_01.00;440;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Excess of deduction from AT1 items over AT1 Capital (see 1.2.10)";"Amount";;;;;;;;;;;"010#015#020#440";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Excess of deduction from AT1 items over AT1 Capital (see 1.2.10)";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2,RPR=eba_RP:x7";C_01.00;450;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#450";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x52,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2";C_01.00;460;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Securitisation positions which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#460";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Securitisation positions which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2,TRI=eba_TR:x3";C_01.00;470;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Free deliveries which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#470";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Free deliveries which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x27,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2";C_01.00;471;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#471";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,APR=eba_AP:x33,BAS=eba_BA:x11,MCY=eba_MC:x75,OFS=eba_OF:x2";C_01.00;472;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight";"Amount";;;;;;;;;;;"010#015#020#472";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x2,RPR=eba_RP:x2";C_01.00;480;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) CET1 instruments of financial sector entities where the institution does not have a significant investment";"Amount";;;;;;;;;;;"010#015#020#480";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) CET1 instruments of financial sector entities where the institution does not have a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x71,OFS=eba_OF:x2";C_01.00;490;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";;;;;;;;;;;"010#015#020#490";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x72,OFS=eba_OF:x2";C_01.00;510;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Amount exceeding the 17.65% threshold";"Amount";;;;;;;;;;;"010#015#020#510";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Amount exceeding the 17.65% threshold";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x344,TOF=eba_OF:x2";C_01.00;520;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Other transitional adjustments to CET1 Capital";"Amount";;;;;;;;;;;"010#015#020#520";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#Other transitional adjustments to CET1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,MCY=eba_MC:x508,OFS=eba_OF:x2";C_01.00;524;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Additional deductions of CET1 Capital due to Article 3 CRR";"Amount";;;;;;;;;;;"010#015#020#524";"OWN FUNDS#TIER 1 CAPITAL#COMMON EQUITY TIER 1 CAPITAL#(-) Additional deductions of CET1 Capital due to Article 3 CRR";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x1";C_01.00;530;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"ADDITIONAL TIER 1 CAPITAL";"Amount";;;;;;;;;;;"010#530";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x133,OFS=eba_OF:x1";C_01.00;540;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Capital instruments eligible as AT1 Capital";"Amount";;;;;;;;;;;"010#530#540";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x134,OFS=eba_OF:x1";C_01.00;550;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Paid up capital instruments";"Amount";;;;;;;;;;;"010#530#540#550";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#Paid up capital instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x134,OFS=eba_OF:x5";C_01.00;560;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Memorandum item: Capital instruments not eligible";"Amount";;;;;;;;;;;"010#530#540#560";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#Memorandum item: Capital instruments not eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x322,OFS=eba_OF:x1";C_01.00;570;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Share premium";"Amount";;;;;;;;;;;"010#530#540#570";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#Share premium";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x367,OFS=eba_OF:x1";C_01.00;580;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Own AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x365,OFS=eba_OF:x1";C_01.00;590;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Direct holdings of AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580#590";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments#(-) Direct holdings of AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x188,OFS=eba_OF:x1";C_01.00;620;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Indirect holdings of AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580#620";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments#(-) Indirect holdings of AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x325,OFS=eba_OF:x1";C_01.00;621;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Synthetic holdings of AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#580#621";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Own AT1 instruments#(-) Synthetic holdings of AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x4,MCU=eba_MC:x273,MCY=eba_MC:x374,OFS=eba_OF:x1";C_01.00;622;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"(-) Actual or contingent obligations to purchase own AT1 instruments";"Amount";;;;;;;;;;;"010#530#540#622";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Capital instruments eligible as AT1 Capital#(-) Actual or contingent obligations to purchase own AT1 instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x1";C_01.00;660;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Transitional adjustments due to grandfathered AT1 Capital instruments";"Amount";;;;;;;;;;;"010#530#660";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Transitional adjustments due to grandfathered AT1 Capital instruments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x137,OFS=eba_OF:x1";C_01.00;670;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Instruments issued by subsidiaries that are given recognition in AT1 Capital";"Amount";;;;;;;;;;;"010#530#670";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Instruments issued by subsidiaries that are given recognition in AT1 Capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x1";C_01.00;680;010;;monetaryItemType;C 01.00 (CA 1) Capital Adequacy - Own funds definition;"Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries";"Amount";;;;;;;;;;;"010#530#680";"OWN FUNDS#ADDITIONAL TIER 1 CAPITAL#Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi79,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x188,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;620;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#620";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi78,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x366,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;630;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#620#630";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment#Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi80,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x390,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;640;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"(-) Permitted offsetting short positions in relation to the indirect gross holdings included above";"Amount";;;;;;;;;;;"439#580#620#640";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment#(-) Permitted offsetting short positions in relation to the indirect gross holdings included above";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi79,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x325,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;641;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#641";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi78,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x368,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;642;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";;;;;;;;;;;"439#580#641#642";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment#Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi80,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x391,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;643;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above";"Amount";;;;;;;;;;;"439#580#641#643";"Investments in the capital of financial sector entities where the institution has a significant investment#Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions#Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment#(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x2,RPR=eba_RP:x2";C_04.00;650;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital";"Amount";;;;;;;;;;;"649#650";"Total risk weighted assets of amounts not deducted from the corresponding capital category:#Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x1,RPR=eba_RP:x2";C_04.00;660;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital";"Amount";;;;;;;;;;;"649#660";"Total risk weighted assets of amounts not deducted from the corresponding capital category:#Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,OFS=eba_OF:x9,RPR=eba_RP:x2";C_04.00;670;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital";"Amount";;;;;;;;;;;"649#670";"Total risk weighted assets of amounts not deducted from the corresponding capital category:#Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x16,RPR=eba_RP:x2";C_04.00;680;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";;;;;;;;;;;"679#680";"Temporary waiver from deduction from own funds#Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x16,RPR=eba_RP:x2";C_04.00;690;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";;;;;;;;;;;"679#690";"Temporary waiver from deduction from own funds#Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x15,RPR=eba_RP:x2";C_04.00;700;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";;;;;;;;;;;"679#700";"Temporary waiver from deduction from own funds#Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,OFS=eba_OF:x15,RPR=eba_RP:x2";C_04.00;710;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";;;;;;;;;;;"679#710";"Temporary waiver from deduction from own funds#Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,OFS=eba_OF:x17,RPR=eba_RP:x2";C_04.00;720;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";;;;;;;;;;;"679#720";"Temporary waiver from deduction from own funds#Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi76,BAS=eba_BA:x17,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,OFS=eba_OF:x17,RPR=eba_RP:x2";C_04.00;730;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";;;;;;;;;;;"679#730";"Temporary waiver from deduction from own funds#Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x53";C_04.00;740;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Combined Buffer Requirement";"Amount";;;;;;;;;;;"739#740";"Capital buffers#Combined Buffer Requirement";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x41";C_04.00;750;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Capital conservation buffer";"Amount";;;;;;;;;;;"739#750";"Capital buffers#Capital conservation buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x407";C_04.00;760;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State";"Amount";;;;;;;;;;;"739#760";"Capital buffers#Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x324";C_04.00;770;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Institution specific countercyclical capital buffer";"Amount";;;;;;;;;;;"739#770";"Capital buffers#Institution specific countercyclical capital buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x326";C_04.00;780;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Systemic risk buffer";"Amount";;;;;;;;;;;"739#780";"Capital buffers#Systemic risk buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x505";C_04.00;790;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Systemically important institution buffer";"Amount";;;;;;;;;;;"739#790";"Capital buffers#Systemically important institution buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x506";C_04.00;800;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Global Systemically Important Institution buffer";"Amount";;;;;;;;;;;"739#800";"Capital buffers#Global Systemically Important Institution buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x17,MCY=eba_MC:x507";C_04.00;810;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Other Systemically Important Institution buffer";"Amount";;;;;;;;;;;"739#810";"Capital buffers#Other Systemically Important Institution buffer";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,BAS=eba_BA:x9,MCY=eba_MC:x432";C_04.00;820;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds requirements related to Pillar II adjustments";"Amount";;;;;;;;;;;"819#820";"Pillar II requirements#Own funds requirements related to Pillar II adjustments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,BAS=eba_BA:x11,MCY=eba_MC:x511";C_04.00;830;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Initial capital";"Amount";;;;;;;;;;;"829#830";"Additional information for investment firms#Initial capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x71,BAS=eba_BA:x9";C_04.00;840;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds based on Fixed overheads";"Amount";;;;;;;;;;;"829#840";"Additional information for investment firms#Own funds based on Fixed overheads";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,BAS=eba_BA:x9,LAC=eba_BT:x7,MCY=eba_MC:x195,TRI=eba_TR:x4";C_04.00;850;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Non-domestic original exposures";"Amount";;;;;;;;;;;"845#850";"Additional information for calculation of reporting thresholds#Non-domestic original exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,BAS=eba_BA:x9,MCY=eba_MC:x195,TRI=eba_TR:x4";C_04.00;860;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total original exposures";"Amount";;;;;;;;;;;"845#860";"Additional information for calculation of reporting thresholds#Total original exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,APR=eba_AP:x77,BAS=eba_BA:x11,MCY=eba_MC:x275";C_04.00;870;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Adjustments to total own funds";"Amount";;;;;;;;;;;"865#870";"Basel I floor#Adjustments to total own funds";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi81,APR=eba_AP:x77,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x10";C_04.00;880;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds fully adjusted for Basel I floor";"Amount";;;;;;;;;;;"865#880";"Basel I floor#Own funds fully adjusted for Basel I floor";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi184,APR=eba_AP:x77,BAS=eba_BA:x9";C_04.00;890;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Own funds requirements for Basel I floor";"Amount";;;;;;;;;;;"865#890";"Basel I floor#Own funds requirements for Basel I floor";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,TOF=eba_OF:x2";C_05.01;010;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments to CET1";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,TOF=eba_OF:x1";C_05.01;010;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments to AT1";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,TOF=eba_OF:x9";C_05.01;010;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments to T2";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9";C_05.01;010;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Adjustments included in RWAs";;;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11";C_05.01;010;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1. TOTAL ADJUSTMENTS";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010";"1. TOTAL ADJUSTMENTS";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x2";C_05.01;020;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to CET1";;;;;;;;;;;"010#020";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x1";C_05.01;020;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to AT1";;;;;;;;;;;"010#020";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x369,TOF=eba_OF:x9";C_05.01;020;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to T2";;;;;;;;;;;"010#020";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x2";C_05.01;030;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to CET1";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x1";C_05.01;030;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to AT1";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x370,TOF=eba_OF:x9";C_05.01;030;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to T2";;;;;;;;;;;"010#020#030";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x2";C_05.01;040;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to CET1";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x1";C_05.01;040;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to AT1";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x396,TOF=eba_OF:x9";C_05.01;040;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to T2";;;;;;;;;;;"010#020#030#040";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x2";C_05.01;050;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to CET1";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x1";C_05.01;050;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to AT1";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x395,TOF=eba_OF:x9";C_05.01;050;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to T2";;;;;;;;;;;"010#020#030#050";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.1 Grandfathered instruments: Instruments constituting state aid#1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.01;060;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to CET1";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.01;060;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to AT1";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x4,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.01;060;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.1.2 Instruments not constituting state aid";"Adjustments to T2";;;;;;;;;;;"010#020#060";"1. TOTAL ADJUSTMENTS#1.1 GRANDFATHERED INSTRUMENTS#1.1.2 Instruments not constituting state aid";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x2";C_05.01;070;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to CET1";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x1";C_05.01;070;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to AT1";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x343,TOF=eba_OF:x9";C_05.01;070;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to T2";;;;;;;;;;;"010#070";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x445,TOF=eba_OF:x2";C_05.01;080;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Adjustments to CET1";;;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,CNO=eba_BT:x3,MCY=eba_MC:x445";C_05.01;080;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x445";C_05.01;080;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#080";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.1 Capital instruments and items that do not qualify as minority interests";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x446,TOF=eba_OF:x2";C_05.01;090;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Adjustments to CET1";;;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,CNO=eba_BT:x3,MCY=eba_MC:x446";C_05.01;090;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,CNO=eba_BT:x3,MCY=eba_MC:x446";C_05.01;090;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#070#090";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x1,MCY=eba_MC:x343,TOF=eba_OF:x1";C_05.01;091;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Adjustments to AT1";;;;;;;;;;;"010#070#091";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,CNO=eba_BT:x3,COF=eba_OF:x1,MCY=eba_MC:x343";C_05.01;091;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#070#091";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,CNO=eba_BT:x3,COF=eba_OF:x9,MCY=eba_MC:x343,TOF=eba_OF:x9";C_05.01;092;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Adjustments to T2";;;;;;;;;;;"010#070#092";"1. TOTAL ADJUSTMENTS#1.2 MINORITY INTERESTS AND EQUIVALENTS#1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital";"Adjustments to T2";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x371";C_05.01;120;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.1 Unrealised gains";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#110#120";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.1 Unrealised gains";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x372,TOF=eba_OF:x2";C_05.01;130;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.2 Unrealised losses";"Adjustments to CET1";;;;;;;;;;;"010#100#110#130";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.2 Unrealised losses";"Adjustments to CET1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,APL=eba_PL:x7,BAS=eba_BA:x11,CPS=eba_CT:x32,MCY=eba_MC:x372";C_05.01;136;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.4 Unrealised losses on exposures to central governments classified in the ""Available for sale"" category of EU-endorsed IAS39";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#110#136";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.4 Unrealised losses on exposures to central governments classified in the ""Available for sale"" category of EU-endorsed IAS39";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x503,TOF=eba_OF:x2";C_05.01;138;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Adjustments to CET1";;;;;;;;;;;"010#100#110#138";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x503";C_05.01;138;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#110#138";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x503";C_05.01;138;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#110#138";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.1 Unrealised gains and losses#1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x2";C_05.01;140;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to CET1";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x1";C_05.01;140;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to AT1";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x345,TOF=eba_OF:x9";C_05.01;140;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments to T2";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x345";C_05.01;140;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x345";C_05.01;140;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2 Deductions";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x235,TOF=eba_OF:x2";C_05.01;150;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Adjustments to CET1";;;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x235,TOF=eba_OF:x1";C_05.01;150;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Adjustments to AT1";;;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x235";C_05.01;150;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.1. Losses for the current financial year";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#150";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.1. Losses for the current financial year";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x209,TOF=eba_OF:x2";C_05.01;160;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.2. Intangible assets";"Adjustments to CET1";;;;;;;;;;;"010#100#140#160";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.2. Intangible assets";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x209,TOF=eba_OF:x1";C_05.01;160;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.2. Intangible assets";"Adjustments to AT1";;;;;;;;;;;"010#100#140#160";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.2. Intangible assets";"Adjustments to AT1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x80,TOF=eba_OF:x2";C_05.01;170;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments to CET1";;;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x80";C_05.01;170;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x80";C_05.01;170;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x80";C_05.01;170;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#170";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x217,TOF=eba_OF:x2";C_05.01;180;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to CET1";;;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x217,TOF=eba_OF:x1";C_05.01;180;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to AT1";;;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x217,TOF=eba_OF:x9";C_05.01;180;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to T2";;;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x217";C_05.01;180;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x217";C_05.01;180;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#180";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.4. IRB shortfall of provisions to expected losses";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x87,TOF=eba_OF:x2";C_05.01;190;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.5. Defined benefit pension fund assets";"Adjustments to CET1";;;;;;;;;;;"010#100#140#190";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x87";C_05.01;190;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.5. Defined benefit pension fund assets";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#190";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x87";C_05.01;190;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.5. Defined benefit pension fund assets";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#190";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x513,TOF=eba_OF:x2";C_05.01;194;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - positive item";"Adjustments to CET1";;;;;;;;;;;"010#100#140#190#194";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - positive item";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x513";C_05.01;194;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - positive item";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#190#194";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - positive item";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x513";C_05.01;194;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - positive item";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#190#194";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - positive item";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x514,TOF=eba_OF:x2";C_05.01;198;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - negative item";"Adjustments to CET1";;;;;;;;;;;"010#100#140#190#198";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - negative item";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x514";C_05.01;198;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - negative item";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#190#198";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - negative item";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCY=eba_MC:x514";C_05.01;198;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Introduction of amendments to IAS19 - negative item";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#190#198";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.5. Defined benefit pension fund assets#of which: Introduction of amendments to IAS19 - negative item";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367,TOF=eba_OF:x2";C_05.01;200;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments to CET1";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367,TOF=eba_OF:x1";C_05.01;200;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments to AT1";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367,TOF=eba_OF:x9";C_05.01;200;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments to T2";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCU=eba_MC:x274,MCY=eba_MC:x367";C_05.01;200;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCU=eba_MC:x274,MCY=eba_MC:x367";C_05.01;200;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6. Own instruments";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#200";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367,TOF=eba_OF:x2";C_05.01;210;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Adjustments to CET1";;;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367,TOF=eba_OF:x1";C_05.01;210;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Adjustments to AT1";;;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367";C_05.01;210;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,MCU=eba_MC:x273,MCY=eba_MC:x367";C_05.01;210;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.6.1 Own CET1 instruments";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#200#210";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.1 Own CET1 instruments";"Memorandum items#Applicable percentage";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x365";C_05.01;231;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Direct holdings";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#200#230#231";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Direct holdings";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x365";C_05.01;231;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Direct holdings";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#200#230#231";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Direct holdings";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188,TOF=eba_OF:x9";C_05.01;232;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Adjustments to T2";;;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188";C_05.01;232;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188";C_05.01;232;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x274,MCY=eba_MC:x188";C_05.01;232;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"of which: Indirect holdings";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#200#230#232";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.6. Own instruments#1.3.2.6.3 Own T2 instruments#of which: Indirect holdings";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;240;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;240;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;240;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments to T2";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;240;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;240;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7. Reciprocal cross holdings";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;250;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;250;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;250;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;250;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;260;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;260;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;260;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;260;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;260;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250#260";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;270;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;270;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;270;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;270;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;270;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#250#270";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.1 Reciprocal cross holdings in CET1 Capital#1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;280;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;280;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;280;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;280;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;290;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;290;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;290;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;290;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;290;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280#290";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;300;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;300;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;300;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;300;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;300;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#280#300";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.2 Reciprocal cross holdings in AT1 Capital#1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;310;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;310;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;310;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;310;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;320;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;320;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;320;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310#320";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;330;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;330;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;330;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;330;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;330;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310#330";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.7. Reciprocal cross holdings#1.3.2.7.3 Reciprocal cross holdings in T2 Capital#1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;340;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;340;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;340;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;340;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;340;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;350;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;350;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;350;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;350;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#350";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;360;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;360;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;360;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x36,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;360;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#360";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;370;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;370;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;370;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#340#370";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment#1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCY=eba_MC:x373,TOF=eba_OF:x2";C_05.01;380;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x50,MCY=eba_MC:x373";C_05.01;380;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x50,MCY=eba_MC:x373";C_05.01;380;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#380";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.9 Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;390;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;390;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;390;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;390;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;390;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;400;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;400;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;400;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;400;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#400";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;410;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;410;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;410;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;410;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#410";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;420;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;420;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;420;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#420";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment#1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20,TOF=eba_OF:x2";C_05.01;425;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";;;;;;;;;;;"010#100#140#425";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20";C_05.01;425;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#425";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.2 Deductions#1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x2";C_05.01;430;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to CET1";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x1";C_05.01;430;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to AT1";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x9";C_05.01;430;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments to T2";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x341";C_05.01;430;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Adjustments included in RWAs";;;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x17,MCY=eba_MC:x341";C_05.01;430;050;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"1.3.3 Additional filters and deductions";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#430";"1. TOTAL ADJUSTMENTS#1.3 ADJUSTMENTS TO DEDUCTIONS#1.3.3 Additional filters and deductions";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi57,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi188,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi160,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Limit";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi40,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Total grandfathered amount";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi57,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi188,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi160,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi40,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;030;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#030";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x4,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;040;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x2,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;050;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#050";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x1,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;060;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.2 Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#060";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.2 Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x3,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;070;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.2.3Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#070";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.3Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x397,TOF=eba_OF:x1";C_05.02;080;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"2.3 Excess on the limit of CET1 grandfathered instruments";"Amount of instruments plus related share premium";;;;;;;;;;;"020#080";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.3 Excess on the limit of CET1 grandfathered instruments";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Amount of instruments plus related share premium";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi57,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Base for calculating the limit";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:pi188,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Applicable percentage";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi160,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Limit";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi40,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;090;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Total grandfathered amount";;;;;;;;;;;"090";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;100;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.1 Total items without an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"090#100";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.1 Total items without an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x4,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;110;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2 Grandfathered items with an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x2,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;120;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.1 Items with a call exercisable after the reporting date, and which meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#120";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.1 Items with a call exercisable after the reporting date, and which meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x1,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;130;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.2 Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#130";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.2 Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,COI=eba_CI:x3,MCY=eba_MC:x342,TOF=eba_OF:x9";C_05.02;140;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.2.3 Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"090#110#140";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.2 Grandfathered items with an incentive to redeem#3.2.3 Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 63 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi53,MCY=eba_MC:x397,TOF=eba_OF:x9";C_05.02;150;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid;"3.3 Excess on the limit of AT1 grandfathered instruments";"Amount of instruments plus related share premium";;;;;;;;;;;"090#150";"3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 490#3.3 Excess on the limit of AT1 grandfathered instruments";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Total (001)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Total (001)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31644;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x49,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31645;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x49,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31646;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x49,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31647;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x49,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31648;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x49,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"International organisations (006)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"International organisations (006)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31649;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x49,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31650;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x49,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31651;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x49,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31652;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31653;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31654;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31655;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31656;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31657;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x307,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;100;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#090#100";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions#Of which: Centrally cleared through a QCCP";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;220;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;230;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;240;31658;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x49,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: SME subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;090;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;110;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;120;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/its-2013-02/2014-07-31/mod/corep_ind.xsd;2.0.3;2.0.3.0;;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;130;31659;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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